| Abstract [eng] |
In this work the main member of the Gerber-Shiu discounted penalty function in a classic collective risk model with Weibull distribution (parameters η = const, 0< η <1 and σ = 1) is calculated. The expression of the main member is obtained by making use of properties of subexponential distribution functions. In the graphs a dependence of the main member of the Gerber-Shiu discounted penalty function on various parameters of classic collective risk model is represented. |
